It can be from any religion of your choosing
This post may include affiliate links.
I learnt lots of myths as a child, these were made child friendly. Then when I grew up, read the myths proper. Wow.
The Medusa myth is pretty tragic. The adult version that is. Poor Medusa.
I've always loved the one of Theseus and the minotaur. It's so epic and it might be a cool movie too.
I've also always been a little obsessed with Athena Nike after seeing the winged victory statue, but I don't know much of the lore.
My personal favorite myth was dionysus and the pirates, where they were all turned to dolphins, the ship was filled with vines, flute sounds appeared?? It was amazing. Dionysus has always been a legend
I really like the Aboriginal dreaming stories, in particular the rainbow serpent. It really lines up with my Christian creation beliefs.